Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
KOMP | SPDR Kensho New Economies Composite | 0.0106 | 45.44 | 118542 | |||
IETC | iShares Evolved U.S. Technology ETF | 0.0094 | 68.18 | 22394 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 10 | Entry Mode: | Uptick | Reversals: | |
Inverted: | KOMP | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | TEMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 8566.14 |
Total net P/L: | -1433.86 | Total ROI: | -14.34 % |
CAGR: | -62.88 % | Max. DD: | 17.20 % |
System Score: | -0.250 | Sharpe Ratio: | -1.378 |
Start Date: | 2020-01-02 | End Date: | 2020-02-28 |
Total days: | 57 | ||
Commissions: | 11.08 | Comm.% P/L | 0.78 % |
Total Transactions: | 8 | Log. Linearity: | 15.834 % |
Total | Long | Short | KOMP | IETC | |
---|---|---|---|---|---|
Total Profit/Loss | -1422.78 | 0.00 | -1422.78 | -747.12 | -675.66 |
Total Profit | 351.27 | 0.00 | 351.27 | 146.30 | 204.97 |
Total Loss | 1774.04 | 0.00 | 1774.04 | 893.42 | 880.62 |
Profit Factor | 0.20 | 0.00 | 0.20 | 0.16 | 0.23 |
Trades | 2 | 0 | 2 | 2 | 2 |
Winning Trades | 1 | 0 | 1 | 1 | 1 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 50.00 | 0.00 | 50.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -7.39 | 0.00 | -7.39 | -3.72 | -3.38 |
Profit Per Trade % | 3.51 | 0.00 | 3.51 | 1.46 | 2.05 |
Loss Per Trade % | 17.15 | 0.00 | 17.15 | 8.64 | 8.51 |
Days In Trade | 9 | 0 | 9 | 9 | 9 |
Days In Trade (Avg. Per Trade) | 4.50 | 0.00 | 4.50 | 4.50 | 4.50 |
% Days In Trade | 15.79 | 0.00 | 15.79 | 15.79 | 15.79 |